Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1542448.904 | 1305073.3419 | 237375.5621 | 20777260.1949 | 1411652.9992 | 19365607.1957 |
Total P&L (%) | 1542.4489 | 1305.0733 | 237.3756 | 20777.2602 | 1411.653 | 19365.6072 |
Avg Daily Profit (%) | 0.648 | 0.5483 | 0.0997 | 0.2246 | 0.1142 | 0.2217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158919 | -69016 | -119063 | -49840775 | -25827819 | -30542746 |
Profit Factor | 4.1208 | 8.2924 | 1.7529 | 1.2501 | 1.0374 | 1.4271 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 52.3077 | 51.5152 | 53.125 | 52.3077 | 51.5152 | 53.125 |
Ratio Avg Win / Avg Loss | 3.7572 | 7.8047 | 1.5467 | 1.1398 | 0.9764 | 1.2592 |
Largest Winning Trade | 633666 | 633666 | 76031 | 22975240 | 15896944 | 22975240 |
Largest Losing Trade | -54759 | -31889 | -54759 | -15893654 | -10972908 | -15893654 |
Avg Bars in Trades | 106 | 92 | 120 | 106 | 92 | 120 |
Avg Bars in Winners | 151 | 127 | 175 | 151 | 127 | 175 |
Avg Bars in Losers | 56 | 55 | 57 | 56 | 55 | 57 |
Bars Traded | 6892 | 3051 | 3841 | 6892 | 3051 | 3841 |
Profit Streak | 52.5399 | 52.5399 | 151.8732 | 52.5399 | 52.5399 | 151.8732 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115697 | 729994 | -55181 | -126686 | -220485 | 375110 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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